Covered interest arbitrage

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Covers forward contracts, options, hedging, and speculative strategies in derivatives trading.

Explores arbitrage in real estate, determining optimal selling and buying prices.

Discusses urban models, economic theories on land and real estate, and the concept of arbitrage.

Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.

Explores interest rate swaps, arbitrage, yield curves, and mortgage types.

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.

Delves into competition dynamics in real estate economics, analyzing investor decisions and arbitrage opportunities.

Introduces finance basics, balance sheet evaluation, and time value of money.